no. 9
Statistics
Explicit expressions for moments of t order statistics
[Expressions explicites pour des moments de statistiques d'ordre en t]

Présenté par : Paul Deheuvels

Nadarajah, Saralees1
1 School of Mathematics, University of Manchester, Manchester M60 1QD, United Kingdom
Comptes Rendus. Mathématique, Tome 345 (2007) no. 9, pp. 523-526.

La distribution en t de Student est la seconde loi de distribution la plus utilisée en statistiques après la loi de distribution normale. Pour la première fois cette Note donne, sous forme explicite, les moments de statistiques d'ordre pour la distribution de Student en t.

The Student's t distribution is the second most popular distribution in statistics, second only to the normal distribution. For the first time, this Note derives explicit closed form expressions for moments of order statistics from the Student's t distribution.

Reçu le :
Accepté le :
Publié le :
DOI : 10.1016/j.crma.2007.10.027
Nadarajah, Saralees 1

1 School of Mathematics, University of Manchester, Manchester M60 1QD, United Kingdom 
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Nadarajah, Saralees. Explicit expressions for moments of t order statistics. Comptes Rendus. Mathématique, Tome 345 (2007) no. 9, pp. 523-526. doi : 10.1016/j.crma.2007.10.027. http://www.numdam.org/articles/10.1016/j.crma.2007.10.027/

[1] Aarts, R.M. Lauricella functions, 2000 http://mathworld.wolfram.com/LauricellaFunctions.html (From MathWorld – A Wolfram Web Resource, created by Eric W. Weisstein)

[2] Chaudhry, M.A.; Zubair, S.M. On a Class of Incomplete Gamma Functions with Applications, Chapman & Hall/CRC, Boca Raton, FL, 2002

[3] Exton, H. Handbook of Hypergeometric Integrals: Theory, Applications, Tables, Computer Programs, Halsted Press, New York, 1978

[4] Kabir, A.B.M.L.; Rahman, M. Bounds for expected values of order statistics, Communications in Statistics, Volume 3 (1974), pp. 557-566

[5] A.M. Mathai, Hypergeometric functions of several matrix arguments: A preliminary report, Centre for Mathematical Sciences, Trivandrum, 1993

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